E-LIB Suche - Ergebnisse für: Karoui, Nicole

1

Birth Death Swap population in random environment and aggre..:

Kaakai, Sarah ; El Karoui, Nicole
Stochastic Processes and their Applications. 162 (2023) - p. 218-248 , 2023

2

Ramsey rule with forward/backward utility for long-term yie..:

El Karoui, Nicole ; Hillairet, Caroline ; Mrad, Mohamed
Decisions in Economics and Finance. 45 (2022) 1 - p. 375-414 , 2022

Link: https://doi.org/10.1007/..

3

Recover Dynamic Utility from Observable Process: Applicatio..:

El Karoui, Nicole ; Mrad, Mohamed
SIAM Journal on Financial Mathematics. 12 (2021) 1 - p. 189-225 , 2021

Link: https://doi.org/10.1137/..

4

Le prix du risque de longévité:

EL KAROUI, Nicole ; HILLAIRET, Caroline ; LOISEL, Stéphane.
Revue d'économie financière. , 2019

Link: https://www.jstor.org/st..

5

Construction of an Aggregate Consistent Utility, Without Pa..:

, In: Springer Proceedings in Mathematics & Statistics; Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications,

El Karoui, Nicole ; Hillairet, Caroline ; Mrad, Mohamed - p. 169-199 , 2019

Link: https://doi.org/10.1007/..

6

How can a cause-of-death reduction be compensated for by th..:

Kaakaï, Sarah ; Labit Hardy, Héloïse ; Arnold, Séverine.
Insurance: Mathematics and Economics. 89 (2019) - p. 16-37 , 2019

Link: https://doi.org/10.1016/..

7

Longevity risk and capital markets: The 2015–16 update:

Blake, David ; El Karoui, Nicole ; Loisel, Stéphane.
Insurance: Mathematics and Economics. 78 (2018) - p. 157-173 , 2018

Link: https://doi.org/10.1016/..

8

Consistent utility of investment and consumption: a forward..:

El Karoui, Nicole ; Hillairet, Caroline ; Mrad, Mohamed
Stochastics. 90 (2018) 6 - p. 927-954 , 2018

Link: https://doi.org/10.1080/..

9

Cause-of-death mortality: What can be learned from populati..:

Boumezoued, Alexandre ; Hardy, Héloïse Labit ; El Karoui, Nicole.
Insurance: Mathematics and Economics. 78 (2018) - p. 301-315 , 2018

Link: https://doi.org/10.1016/..

10

Market inconsistencies of market-consistent European life i..:

Vedani, Julien ; El Karoui, Nicole ; Loisel, Stéphane.
European Actuarial Journal. 7 (2017) 1 - p. 1-28 , 2017

Link: https://doi.org/10.1007/..

11

MINIMAX OPTIMALITY IN ROBUST DETECTION OF A DISORDER TIME I..:

Karoui, Nicole El ; Loisel, Stéphane ; Salhi, Yahia
The Annals of Applied Probability. 27 (2017) 4 - p. 2515-2538 , 2017

Link: https://www.jstor.org/st..

12

Dynamics of multivariate default system in random environme..:

El Karoui, Nicole ; Jeanblanc, Monique ; Jiao, Ying
Stochastic Processes and their Applications. 127 (2017) 12 - p. 3943-3965 , 2017

Link: https://doi.org/10.1016/..

13

Le risque de longévité est-il assurable ?:

EL KAROUI, Nicole ; LOISEL, Stéphane
Revue d'économie financière. , 2017

Link: https://www.jstor.org/st..

14

Measuring mortality heterogeneity with multi-state models a..:

Boumezoued, Alexandre ; Karoui, Nicole El ; Loisel, Stéphane
Insurance: Mathematics and Economics. 72 (2017) - p. 67-82 , 2017

Link: https://doi.org/10.1016/..

15

Partial splitting of longevity and financial risks: The lon..:

Bensusan, Harry ; El Karoui, Nicole ; Loisel, Stéphane.
Insurance: Mathematics and Economics. 68 (2016) - p. 61-72 , 2016

Link: https://doi.org/10.1016/..